Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-01-19 0.483742 0.538719 0.599794 0.673129 0.759400 0.858423 0.981782
2025-01-26 0.420779 0.490407 0.572906 0.679257 0.814810 0.984773 1.218939
2025-02-02 0.378573 0.456771 0.554166 0.687077 0.868168 1.113342 1.483690
2025-02-09 0.341346 0.423141 0.529119 0.680591 0.898847 1.214732 1.733600
2025-02-16 0.315397 0.400305 0.514214 0.683970 0.941601 1.339118 2.049221
2025-02-23 0.286122 0.369593 0.484551 0.661455 0.941107 1.395528 2.266668
2025-03-02 0.259647 0.340138 0.453354 0.632200 0.924678 1.421370 2.434668
2025-03-09 0.246320 0.327919 0.445525 0.637101 0.963349 1.548116 2.839056
2025-03-16 0.239513 0.324327 0.449780 0.661043 1.037296 1.754388 3.493034
2025-03-23 0.230457 0.316536 0.446675 0.672158 1.089775 1.930905 4.158592
2025-03-30 0.220739 0.306925 0.439717 0.675626 1.128133 2.086970 4.850859
2025-04-06 0.210533 0.295797 0.429314 0.671696 1.151161 2.214590 5.533357
2025-04-13 0.196075 0.277484 0.406412 0.644060 1.124614 2.226476 5.877294
2025-04-20 0.189284 0.270884 0.402404 0.650694 1.170632 2.428937 7.042117
2025-04-27 0.183280 0.265124 0.399294 0.658580 1.220773 2.658521 8.536445
2025-05-04 0.175521 0.256003 0.389678 0.652762 1.239126 2.807357 9.843386
2025-05-11 0.169838 0.249962 0.384974 0.656129 1.279551 3.035327 11.854426
2025-05-18 0.160919 0.238017 0.368968 0.634958 1.257313 3.062990 12.770442
2025-05-25 0.151699 0.225145 0.350577 0.607346 1.215482 3.017161 13.191132
2025-06-01 0.147716 0.220987 0.347735 0.612015 1.256374 3.264731 16.110123
2025-06-08 0.146422 0.221337 0.353123 0.634681 1.348518 3.735580 22.130703
2025-06-15 0.143582 0.218827 0.352968 0.645201 1.410081 4.123770 28.938866
2025-06-22 0.140014 0.214846 0.349739 0.648486 1.451996 4.454838 36.776635